NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 10-Aug-2010
Day Change Summary
Previous Current
09-Aug-2010 10-Aug-2010 Change Change % Previous Week
Open 83.11 82.54 -0.57 -0.7% 81.19
High 83.86 83.55 -0.31 -0.4% 84.73
Low 83.07 81.40 -1.67 -2.0% 81.19
Close 83.73 82.54 -1.19 -1.4% 82.90
Range 0.79 2.15 1.36 172.2% 3.54
ATR 1.66 1.71 0.05 2.9% 0.00
Volume 10,678 8,679 -1,999 -18.7% 39,480
Daily Pivots for day following 10-Aug-2010
Classic Woodie Camarilla DeMark
R4 88.95 87.89 83.72
R3 86.80 85.74 83.13
R2 84.65 84.65 82.93
R1 83.59 83.59 82.74 83.62
PP 82.50 82.50 82.50 82.51
S1 81.44 81.44 82.34 81.47
S2 80.35 80.35 82.15
S3 78.20 79.29 81.95
S4 76.05 77.14 81.36
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 93.56 91.77 84.85
R3 90.02 88.23 83.87
R2 86.48 86.48 83.55
R1 84.69 84.69 83.22 85.59
PP 82.94 82.94 82.94 83.39
S1 81.15 81.15 82.58 82.05
S2 79.40 79.40 82.25
S3 75.86 77.61 81.93
S4 72.32 74.07 80.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.73 81.40 3.33 4.0% 1.32 1.6% 34% False True 8,731
10 84.73 78.16 6.57 8.0% 1.59 1.9% 67% False False 8,682
20 84.73 77.70 7.03 8.5% 1.62 2.0% 69% False False 7,501
40 84.73 74.02 10.71 13.0% 1.63 2.0% 80% False False 6,224
60 84.73 72.06 12.67 15.4% 1.74 2.1% 83% False False 5,975
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 92.69
2.618 89.18
1.618 87.03
1.000 85.70
0.618 84.88
HIGH 83.55
0.618 82.73
0.500 82.48
0.382 82.22
LOW 81.40
0.618 80.07
1.000 79.25
1.618 77.92
2.618 75.77
4.250 72.26
Fisher Pivots for day following 10-Aug-2010
Pivot 1 day 3 day
R1 82.52 82.90
PP 82.50 82.78
S1 82.48 82.66

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These figures are updated between 7pm and 10pm EST after a trading day.

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